Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

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Abstract

Originalsprog	Engelsk
Udgivelsessted	Cph.
Udgiver	Department of Economics, University of Copenhagen
Antal sider	25
Status	Udgivet - 2003

@techreport{161143a0c8a911dbbee902004c4f4f50,

title = "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models",

abstract = " ",

author = "Nielsen, {Heino Bohn} and A. Rahbek",

note = "JEL Classification: C32",

year = "2003",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}